Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise
DOI10.1007/s10915-022-01779-xzbMath1496.65208OpenAlexW4213019702MaRDI QIDQ2113639
Zhongqiang Zhang, Zhao-peng Hao, Wan-Rong Cao
Publication date: 14 March 2022
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-022-01779-x
fractional Brownian motionsemilinear elliptic equationmean-square convergenceadditive fractional noisespectral numerical models
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) White noise theory (60H40) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Rate of convergence, degree of approximation (41A25) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Error bounds for numerical methods for ordinary differential equations (65L70) Semilinear elliptic equations (35J61)
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